There is a general problem that applications can jump from one
workspace to another if they are too slow to open when switching
workspaces, so that by the *second* time you switch workspace
they come with you into the workspace chosen at the second
Mail.app, however, often follows you into the next workspace on
switching workspaces, and getting it to stay in the workspace
where you want it can require considerable patience. I've yet to find
a pattern to its behaviour, but it is getting very, very annoying.